+296.5%
RCL vs EXE
+191.4%
+105.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -19.0% | +8.5% | -27.5% | -21.2% |
| 3M | -9.6% | +5.5% | -15.0% | -11.5% |
| 6M | -6.7% | -5.9% | -0.8% | -5.7% |
| YTD | -3.9% | -9.7% | +5.8% | -2.1% |
| 1Y | -25.1% | +3.6% | -28.7% | -28.1% |
| 3Y | +179.1% | +18.0% | +161.1% | +150.4% |
| 5Y | +243.3% | +109.4% | +133.9% | +128.5% |
| All | +296.5% | +191.4% | +105.2% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling